TRSCashFlow Class Reference

bond trs cashflow More...

#include <qle/cashflows/trscashflow.hpp>

Inheritance diagram for TRSCashFlow:

Public Member Functions
	TRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real notional, const QuantLib::ext::shared_ptr< Index > &Index, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)
CashFlow interface
Real	amount () const override
Date	date () const override
Inspectors
const Date &	fixingStartDate () const
const Date &	fixingEndDate () const
virtual const Real	notional () const
virtual const Real	notional (Date date) const
const QuantLib::ext::shared_ptr< Index > &	index () const
const Real	initialPrice () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Real	fxStart () const
Real	fxEnd () const
Real	assetStart () const
Real	assetEnd () const
Observer interface
void	update () override

Visitability
Date	paymentDate_
Date	fixingStartDate_
Date	fixingEndDate_
Real	notional_
QuantLib::ext::shared_ptr< Index >	index_
Real	initialPrice_ = QuantLib::Null<Real>()
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_
virtual void	accept (AcyclicVisitor &) override

Detailed Description

bond trs cashflow